Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
| 7/16/2024 8:12:11 AM |
Chg.-0.040 |
Bid9:32:27 AM |
Ask9:32:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-14.81% |
0.250
Bid Size: 45,000 |
0.260
Ask Size: 45,000 |
Heineken NV |
90.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZPT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.29 |
| Break-even: |
92.90 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
15.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-67.14% |
| 3 Months |
|
|
-32.35% |
| YTD |
|
|
-71.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.720 |
0.270 |
| 6M High / 6M Low: |
0.980 |
0.230 |
| High (YTD): |
2/7/2024 |
0.980 |
| Low (YTD): |
3/22/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.85% |
| Volatility 6M: |
|
191.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
